Roddick was nearly 26 years old and was starting to experience doubts. He talked it over with then-fiancée Brooklyn Decker. Could he still play at the very highest reaches of professional tennis? Was it possible to beat players ranked among the top 10? Would he ever win another Grand Slam?
"That was a hard, hard couple of weeks," Roddick said after defeating Andy Murray in the semifinals. "I definitely openly questioned it at that point. For this offseason, we said, 'You know what, if you're not going to be up there, let's at least not wonder. Let's prepare yourself and give yourself every opportunity.'"
A single major title, the 2003 U.S. Open, was achieved at the age of 21. Since that great event, he has gone 0-for-21, as Roger Federer and then Rafael Nadal surpassed him and repeatedly beat him. Since his lone Grand Slam win -- the last by an American male -- Roddick has scuffled and scratched his way into three major finals. Each time he lost to Federer.
On Sunday, he found himself in a fourth and the underdog to the great Swiss champion -- and history, too.
With Pete Sampras in the audience, Federer was expected by most to break Sampras' record of 14 Grand Slam singles titles. Despite winning the first set and holding four set points in the second, Roddick contrived to lose back-to-back tiebreakers. That second-set breaker will likely haunt him for the rest of his life.
Even with a horrific history against Federer -- Roddick had lost 18 of 20 matches -- he never lost his resolve. He kept banging those unreturnable serves, those forehands, and kept bravely coming in to the net and facing Federer's stinging groundstrokes.
In the 30th game of the fifth set, his serve was broken for the first time.
The final score -- 5-7, 7-6 (6), 7-6 (5), 3-6, 16-14 -- almost fails to do the match and the efforts by both men any kind of justice.
In the fifth set alone, Roddick served from behind on 10 occasions.
"You just keep going," Roddick said in his postmatch interview. "Looking back, it seems like a lot. Each time it was a point, then another and another. They kept adding up."
Roddick played with a purpose and a serenity that was almost eerie. He stroked choice approach shots and carved artful slices. And because Roddick was applying constant pressure -- with his searing serve (it topped out at 143 mph) and his 69 approaches to the net -- Federer never looked quite himself. He was harried, sometimes even rushed.
"It was frustrating because I couldn't break Andy until the very, very end," Federer said. "I really thought I had to play my very, very best to come through."
Roddick was asked whether this loss felt worse than his three previous losses to Federer in Grand Slam finals.
"I think so," Roddick said. "It's worse.
"I took some satisfaction in December and in November when we started to move forward. It was to give yourself an opportunity to win tournaments like this. I feel like I did give myself that opportunity today.
"It didn't work out, but I definitely gave myself a look."
Roddick had praise for Federer's toughness.
"He was having trouble picking up my serve today -- for the first time ever," Roddick said. "He just stayed the course. You didn't even get a sense that he was even really frustrated by it.
"He gets a lot of credit for a lot of things, but not a lot of the time is how many matches he kind of digs deep and toughs out. He doesn't get a lot of credit for that because it looks easy to him a lot of the times. But he definitely stuck in there today."
"It's hard," Federer said of Roddick. "Tennis is cruel sometimes. I went through some five-set matches in Grand Slam tennis and wound up losing. I think he'll come back and play great in the States."
Much of this fortnight has been taken up with this difficult question: Is Federer the greatest men's player ever?
Well, the second-most-relevant question right now is this: Is Roddick, who turns 27 next month, playing the best tennis of his life?
He reached the semifinals at the Australian Open and carved out a career-best quarterfinals berth at the French Open. On Sunday, he lost to arguably the best men's tennis player in history, in the longest fifth set in Grand Slam history.
"There are two options: You lay down or you keep going," Roddick said. "The second option sounded better to me."
Where will he go from here?
"I'll just keep going," he said softly. "There's not another option."
Greg Garber is a senior writer for ESPN.com.